CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 24-Jan-2022
Day Change Summary
Previous Current
21-Jan-2022 24-Jan-2022 Change Change % Previous Week
Open 0.7996 0.7947 -0.0050 -0.6% 0.7968
High 0.7999 0.7963 -0.0036 -0.4% 0.8032
Low 0.7942 0.7871 -0.0072 -0.9% 0.7942
Close 0.7952 0.7905 -0.0047 -0.6% 0.7952
Range 0.0057 0.0093 0.0036 63.7% 0.0090
ATR 0.0055 0.0058 0.0003 4.9% 0.0000
Volume 86,096 101,502 15,406 17.9% 327,041
Daily Pivots for day following 24-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8190 0.8140 0.7956
R3 0.8098 0.8048 0.7930
R2 0.8005 0.8005 0.7922
R1 0.7955 0.7955 0.7913 0.7934
PP 0.7913 0.7913 0.7913 0.7902
S1 0.7863 0.7863 0.7897 0.7842
S2 0.7820 0.7820 0.7888
S3 0.7728 0.7770 0.7880
S4 0.7635 0.7678 0.7854
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8245 0.8188 0.8001
R3 0.8155 0.8098 0.7976
R2 0.8065 0.8065 0.7968
R1 0.8008 0.8008 0.7960 0.7992
PP 0.7975 0.7975 0.7975 0.7967
S1 0.7918 0.7918 0.7943 0.7902
S2 0.7885 0.7885 0.7935
S3 0.7795 0.7828 0.7927
S4 0.7705 0.7738 0.7902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8032 0.7871 0.0162 2.0% 0.0058 0.7% 21% False True 85,708
10 0.8032 0.7871 0.0162 2.0% 0.0057 0.7% 21% False True 78,059
20 0.8032 0.7783 0.0250 3.2% 0.0057 0.7% 49% False False 64,939
40 0.8032 0.7713 0.0319 4.0% 0.0056 0.7% 60% False False 55,260
60 0.8109 0.7713 0.0396 5.0% 0.0051 0.6% 48% False False 36,950
80 0.8137 0.7713 0.0424 5.4% 0.0049 0.6% 45% False False 27,746
100 0.8137 0.7713 0.0424 5.4% 0.0051 0.6% 45% False False 22,212
120 0.8137 0.7713 0.0424 5.4% 0.0050 0.6% 45% False False 18,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 0.8356
2.618 0.8205
1.618 0.8113
1.000 0.8056
0.618 0.8020
HIGH 0.7963
0.618 0.7928
0.500 0.7917
0.382 0.7906
LOW 0.7871
0.618 0.7813
1.000 0.7778
1.618 0.7721
2.618 0.7628
4.250 0.7477
Fisher Pivots for day following 24-Jan-2022
Pivot 1 day 3 day
R1 0.7917 0.7949
PP 0.7913 0.7934
S1 0.7909 0.7920

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These figures are updated between 7pm and 10pm EST after a trading day.

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